+16.6%
EMR vs FRSH
-3.3%
+20.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.7% | +6.5% | +1.8% |
| 7D | -1.5% | -8.2% | +6.6% | -1.4% |
| 30D | -5.6% | +10.5% | -16.1% | -5.7% |
| 3M | +7.9% | +32.7% | -24.8% | +7.4% |
| 6M | +6.0% | +50.3% | -44.3% | +4.4% |
| YTD | +16.4% | +3.9% | +12.5% | +14.7% |
| 1Y | +16.6% | -2.2% | +18.8% | +14.5% |
| All | +16.6% | -3.3% | +20.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling